Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 29305.30 121 - 150 Days 4099.60 Open L-5 1065.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68346.32 121 - 150 Days 4430.69 Open L-6 11293.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86196.94 121 - 150 Days 3678.60 <30 Days L-7 5359.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 25337.93 121 - 150 Days 3350.77 30-90 Days L-8 204.00 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4838.41 121 - 150 Days 436.37 91-180 Days L-9 572.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54044.90 121 - 150 Days 7939.52 <30 Days LC-1 8904.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64119.94 121 - 150 Days 1231.29 91-180 Days LC-2 10829.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15705.28 121 - 150 Days 2339.39 <30 Days N-1 1648.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94297.03 121 - 150 Days 87.25 <30 Days N-2 15286.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 124.43 121 - 150 Days 12.24 <30 Days N-3 3.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14390.04 121 - 150 Days 289.99 91-180 Days N-4 241.88 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40554.46 121 - 150 Days 2661.12 Open N-5 7851.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 104619.97 121 - 150 Days 8269.45 30-90 Days N-6 8633.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113082.08 121 - 150 Days 2488.05 91-180 Days N-7 20535.28 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57374.51 121 - 150 Days 6274.33 91-180 Days P-1 5743.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89434.46 121 - 150 Days 4330.88 Open P-2 15157.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66998.27 121 - 150 Days 745.38 <30 Days S-8 7700.72 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69813.90 121 - 150 Days 9930.90 30-90 Days Y-1 4535.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37462.35 121 - 150 Days 5370.97 91-180 Days Y-2 4335.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54072.11 121 - 150 Days 2974.93 Open Y-3 9315.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15773.02 121 - 150 Days 366.75 Open Y-4 2695.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87343.97 121 - 150 Days 11284.87 30-90 Days Z-1 159.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95708.51 121 - 150 Days 3607.38 91-180 Days A-2 4595.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99357.24 121 - 150 Days 9454.14 91-180 Days A-3 5952.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38849.57 121 - 150 Days 4576.12 <30 Days A-4 618.73 Yes Liberty International Finance Ltd. Legal